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- W2365521911 abstract "This paper empirically studies the non-linear character of shenzhen stock market by using Hurst index and R/S analysis method,and obtain their Hurst exponent,correlation coefficient,fractal dimension and non-periodic cycle by means of analyzing from low frequency data to high frequency data respectively.Further,we comparatively analysis different frequency data of shenzhen stock market,and obtain its exact non-linear characters.The empirical Evidence indicates that Shenzhen stock market exists state persistence and fluctuation." @default.
- W2365521911 created "2016-06-24" @default.
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- W2365521911 date "2006-01-01" @default.
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- W2365521911 title "Non-linear Charactersof Capital Market:Empirical Evidence from Shenzhen" @default.
- W2365521911 hasPublicationYear "2006" @default.
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